+848.9%
PM vs EOG
+277.7%
+571.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.6% | +0.8% |
| 7D | +0.5% | +7.6% | -7.1% | -0.8% |
| 30D | -3.2% | +3.4% | -6.6% | -3.9% |
| 3M | +6.2% | +12.7% | -6.5% | +3.7% |
| 6M | +7.7% | +19.0% | -11.3% | +3.7% |
| YTD | +27.3% | +55.6% | -28.3% | +16.2% |
| 1Y | +32.8% | +49.5% | -16.8% | +22.0% |
| 3Y | +150.0% | +43.2% | +106.9% | +128.1% |
| 5Y | +164.2% | +111.8% | +52.4% | +116.3% |
| 10Y | +265.7% | +140.4% | +125.3% | +161.5% |
| All | +848.9% | +277.7% | +571.3% | +361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling